This page is about the practice class (tutorial) given by Imre Péter Tóth.

For the main page of the course, see http://math.bme.hu/~balint/oktatas/sde/

Results of the homeworks AND THE EXAMS here.

QUESTIONS AND ANSWERS sessions before the first exams:

- Monday, 22.05.2017, 10:00 in room H607.
- Monday, 29.05.2017, 10:00 in room H45/a.
- Monday, 12.06.2017, 10:00 in room H406. WARNING: new location.

PROBLEM SETS, HOMEWORK ASSIGNMENTS:

Problem sheets | Homework assignments | Due date | Solutions |

1. Brownian motion | 1.1, 1.2, 1.5, 1.13 | 16 Feb | |

(An error in Ex. 1.15 corrected - sorry) | 1.6, 1.12, 1.14, 1.15 | 02 Mar | solutions |

2. Martingales | 2.4, 2.5, 2.6, 2.7 | 09 Mar | solutions |

3. Ito calculus | 3.1, 3.2, 3.3, 3.4 | 16 Mar | |

3.5, 3.7, 3.10, 3.12 | 30 Mar | solutions | |

4. Stochastic differential equations | 4.2, 4.3, 4.4, 4.5 | 06 Apr | solutions |

5. Diffusions | 5.1, 5.3, 5.6 | delayed | solutions |

6. Semigroups, Hille-Yosida, Feynman-Kac | CANCELLED | CANCELLED | solutions don't exist yet |

7. Girsanov’s formula | 7.2, 7.3, 7.4 | 11 May | solutions |

Rules for evaluating the homeworks:

- 3 means the solution is correct.
- 2 means the solution is essentially correct, but there is some error.
- 1 means the student started on a good track, but could not solve the problem.
- 0 means the solution is completely wrong.

- "correct" (code 3) is worth 1 score,
- "essentially correct" (code 2) is worth 0.8 scores,
- "started" and "wrong" (codes 1 and 0) are worth no scores at all.